HAUZ vs. RESGX

Last updated Jun 3, 2026

HAUZ (Xtrackers International Real Estate ETF) and RESGX (Glenmede Responsible ESG U.S. Equity Portfolio) are both funds - HAUZ is a REIT fund tracking the iSTOXX Developed and Emerging Markets ex USA PK VN Real Estate Index, while RESGX is a Large Cap Blend Equities fund managed by Glenmede. Over the past 10 years, HAUZ returned 3.77%/yr vs 12.85%/yr for RESGX. A 0.55 correlation means they provide meaningful diversification when combined. HAUZ charges 0.10%/yr vs 0.85%/yr for RESGX.

Performance

HAUZ vs. RESGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers International Real Estate ETF (HAUZ) and Glenmede Responsible ESG U.S. Equity Portfolio (RESGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, HAUZ achieves a -1.22% return, which is significantly lower than RESGX's 24.31% return. Over the past 10 years, HAUZ has underperformed RESGX with an annualized return of 3.77%, while RESGX has yielded a comparatively higher 12.85% annualized return.

HAUZ

• 1D: 0.07%
• 1M: -3.88%
• YTD: -1.22%
• 6M: 0.04%
• 1Y: 6.64%
• 3Y*: 7.56%
• 5Y*: -1.07%
• 10Y*: 3.77%

RESGX

• 1D: 0.15%
• 1M: 7.24%
• YTD: 24.31%
• 6M: 25.67%
• 1Y: 41.58%
• 3Y*: 19.32%
• 5Y*: 9.77%
• 10Y*: 12.85%

*Multi-year figures are annualized to reflect compound growth (CAGR)

HAUZ vs. RESGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HAUZ Xtrackers International Real Estate ETF	-1.22%	22.70%	-5.44%	6.29%	-22.24%	9.82%	-6.23%	20.89%	-9.12%	27.52%
RESGX Glenmede Responsible ESG U.S. Equity Portfolio	24.31%	10.30%	11.40%	15.59%	-14.71%	26.58%	9.57%	24.25%	-6.47%	22.82%

Correlation

The correlation between HAUZ and RESGX is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.48
Correlation (3Y) Calculated over the trailing 3-year period	0.54
Correlation (5Y) Calculated over the trailing 5-year period	0.61
Correlation (10Y) Calculated over the trailing 10-year period	0.55
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016	0.55

The correlation between HAUZ and RESGX shifts across timeframes, from 0.48 (1 year) to 0.61 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

HAUZ vs. RESGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HAUZ

HAUZ Risk / Return Rank: 16
HAUZ Sharpe Ratio Rank: 16
HAUZ Sortino Ratio Rank: 16
HAUZ Omega Ratio Rank: 16
HAUZ Calmar Ratio Rank: 15
HAUZ Martin Ratio Rank: 16

RESGX

RESGX Risk / Return Rank: 88
RESGX Sharpe Ratio Rank: 90
RESGX Sortino Ratio Rank: 85
RESGX Omega Ratio Rank: 79
RESGX Calmar Ratio Rank: 93
RESGX Martin Ratio Rank: 91

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HAUZ vs. RESGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers International Real Estate ETF (HAUZ) and Glenmede Responsible ESG U.S. Equity Portfolio (RESGX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	HAUZ	RESGX	Difference
Sharpe ratio Return per unit of total volatility	0.49	2.99	-2.50
Sortino ratio Return per unit of downside risk	0.79	4.02	-3.23
Omega ratio Gain probability vs. loss probability	1.09	1.52	-0.42
Calmar ratio Return relative to maximum drawdown	0.56	5.21	-4.65
Martin ratio Return relative to average drawdown	1.71	19.02	-17.31
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HAUZ vs. RESGX - Sharpe Ratio Comparison

The current HAUZ Sharpe Ratio is 0.49, which is lower than the RESGX Sharpe Ratio of 2.99. The chart below compares the historical Sharpe Ratios of HAUZ and RESGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	HAUZ	RESGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.49	2.99	-2.50
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.07	0.57	-0.64
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.22	0.69	-0.47
Sharpe Ratio (All Time) Calculated using the full available price history	0.18	0.70	-0.52

Drawdowns

HAUZ vs. RESGX - Drawdown Comparison

The maximum HAUZ drawdown since its inception was -39.51%, roughly equal to the maximum RESGX drawdown of -37.80%. Use the drawdown chart below to compare losses from any high point for HAUZ and RESGX.

Drawdown Indicators

	HAUZ	RESGX	Difference
Max Drawdown Largest peak-to-trough decline	-39.51%	-37.80%	-1.71%
Max Drawdown (1Y) Largest decline over 1 year	-14.08%	-7.84%	-6.24%
Max Drawdown (3Y) Largest decline over 3 years	-17.88%	-20.50%	+2.62%
Max Drawdown (5Y) Largest decline over 5 years	-34.52%	-23.58%	-10.94%
Max Drawdown (10Y) Largest decline over 10 years	-39.51%	-37.80%	-1.71%
Current Drawdown Current decline from peak	-10.44%	0.00%	-10.44%
Average Drawdown Average peak-to-trough decline	-11.75%	-5.01%	-6.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.59%	2.15%	+2.44%

Volatility

HAUZ vs. RESGX - Volatility Comparison

Xtrackers International Real Estate ETF (HAUZ) and Glenmede Responsible ESG U.S. Equity Portfolio (RESGX) have volatilities of 4.65% and 4.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HAUZ	RESGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.65%	4.89%	-0.24%
Volatility (6M) Calculated over the trailing 6-month period	11.41%	10.70%	+0.71%
Volatility (1Y) Calculated over the trailing 1-year period	13.80%	14.19%	-0.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.95%	17.22%	-1.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.97%	18.69%	-1.72%

HAUZ vs. RESGX - Expense Ratio Comparison

HAUZ has a 0.10% expense ratio, which is lower than RESGX's 0.85% expense ratio.

Dividends

HAUZ vs. RESGX - Dividend Comparison

HAUZ's dividend yield for the trailing twelve months is around 4.52%, less than RESGX's 6.70% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HAUZ Xtrackers International Real Estate ETF	4.52%	4.46%	4.50%	3.50%	1.99%	4.84%	3.37%	3.69%	1.93%	2.59%	2.18%	9.42%
RESGX Glenmede Responsible ESG U.S. Equity Portfolio	6.70%	8.24%	13.38%	9.08%	8.17%	9.98%	0.82%	1.90%	5.09%	0.94%	0.72%	0.00%

Frequently Asked Questions

Can I hold both HAUZ and RESGX in my portfolio?

HAUZ and RESGX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, HAUZ or RESGX?

RESGX has higher volatility (4.89%) compared to HAUZ (4.65%). In terms of maximum drawdown, HAUZ dropped -39.51% vs RESGX's -37.80%.

Which has better risk-adjusted returns?

RESGX currently has the higher Sharpe Ratio (2.99 vs 0.49), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.